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V-Lab

Samco Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.84% (-1.55%)
Analysis last updated: Tuesday, February 17, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samco Inc S0GARCH
paramt-stat
ω2.19805.36
α0.13985.37
β0.65729.79
γ10.26482.48
γ2-0.2634-1.59
γ3-0.0115-0.10
γ4-0.1091-1.06
γ50.18321.72
γ60.08540.77
γ7-0.3122-2.79
γ80.22852.67
γ9-0.0826-1.73
Estimation Period:
Aug 16, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts